-5.1%
DASH vs VIG
+94.7%
-99.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -3.8% |
| 7D | +0.5% | -2.0% | +2.5% | +4.4% |
| 30D | -7.1% | +2.7% | -9.8% | -10.6% |
| 3M | -13.2% | +0.3% | -13.5% | -13.0% |
| 6M | +8.3% | +7.6% | +0.7% | -3.1% |
| YTD | -20.6% | +12.5% | -33.0% | -34.0% |
| 1Y | -24.4% | +14.8% | -39.2% | -39.3% |
| 3Y | +94.5% | +63.2% | +31.3% | -15.9% |
| 5Y | -9.4% | +60.2% | -69.6% | -59.5% |
| All | -5.1% | +94.7% | -99.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling